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September 1, 1995SIAM Journal on Scientific Computing6,358 citations

A Limited Memory Algorithm for Bound Constrained Optimization

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RBRichard H. ByrdUniversity of Colorado BoulderPLPeihuang LuMenlo SchoolJNJorge NocedalNorthwestern University

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Abstract

An algorithm for solving large nonlinear optimization problems with simple bounds is described. It is based on the gradient projection method and uses a limited memory BFGS matrix to approximate the Hessian of the objective function. It is shown how to take advantage of the form of the limited memory approximation to implement the algorithm efficiently. The results of numerical tests on a set of large problems are reported.

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Cite This Study

Byrd et al. (1995) studied this question.

synapsesocial.com/papers/69d6b515733a2b54c8aa818ahttps://doi.org/10.1137/0916069
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